CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9783 |
0.9796 |
0.0013 |
0.1% |
0.9775 |
| High |
0.9814 |
0.9803 |
-0.0011 |
-0.1% |
0.9814 |
| Low |
0.9765 |
0.9750 |
-0.0015 |
-0.2% |
0.9748 |
| Close |
0.9800 |
0.9771 |
-0.0029 |
-0.3% |
0.9800 |
| Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0066 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.6% |
0.0000 |
| Volume |
114 |
220 |
106 |
93.0% |
422 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9905 |
0.9800 |
|
| R3 |
0.9881 |
0.9852 |
0.9786 |
|
| R2 |
0.9828 |
0.9828 |
0.9781 |
|
| R1 |
0.9799 |
0.9799 |
0.9776 |
0.9787 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9769 |
| S1 |
0.9746 |
0.9746 |
0.9766 |
0.9734 |
| S2 |
0.9722 |
0.9722 |
0.9761 |
|
| S3 |
0.9669 |
0.9693 |
0.9756 |
|
| S4 |
0.9616 |
0.9640 |
0.9742 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9959 |
0.9836 |
|
| R3 |
0.9919 |
0.9893 |
0.9818 |
|
| R2 |
0.9853 |
0.9853 |
0.9812 |
|
| R1 |
0.9827 |
0.9827 |
0.9806 |
0.9840 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9794 |
| S1 |
0.9761 |
0.9761 |
0.9794 |
0.9774 |
| S2 |
0.9721 |
0.9721 |
0.9788 |
|
| S3 |
0.9655 |
0.9695 |
0.9782 |
|
| S4 |
0.9589 |
0.9629 |
0.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9814 |
0.9748 |
0.0066 |
0.7% |
0.0043 |
0.4% |
35% |
False |
False |
109 |
| 10 |
0.9865 |
0.9748 |
0.0117 |
1.2% |
0.0041 |
0.4% |
20% |
False |
False |
179 |
| 20 |
0.9875 |
0.9595 |
0.0280 |
2.9% |
0.0047 |
0.5% |
63% |
False |
False |
169 |
| 40 |
0.9892 |
0.9595 |
0.0297 |
3.0% |
0.0045 |
0.5% |
59% |
False |
False |
102 |
| 60 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0039 |
0.4% |
52% |
False |
False |
69 |
| 80 |
0.9931 |
0.9555 |
0.0376 |
3.8% |
0.0033 |
0.3% |
57% |
False |
False |
52 |
| 100 |
0.9931 |
0.9515 |
0.0416 |
4.3% |
0.0029 |
0.3% |
62% |
False |
False |
42 |
| 120 |
1.0241 |
0.9515 |
0.0726 |
7.4% |
0.0025 |
0.3% |
35% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0028 |
|
2.618 |
0.9942 |
|
1.618 |
0.9889 |
|
1.000 |
0.9856 |
|
0.618 |
0.9836 |
|
HIGH |
0.9803 |
|
0.618 |
0.9783 |
|
0.500 |
0.9777 |
|
0.382 |
0.9770 |
|
LOW |
0.9750 |
|
0.618 |
0.9717 |
|
1.000 |
0.9697 |
|
1.618 |
0.9664 |
|
2.618 |
0.9611 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9782 |
| PP |
0.9775 |
0.9778 |
| S1 |
0.9773 |
0.9775 |
|